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ESG News Sentiment and Stock Price Reactions: A Comprehensive Investigation via BERT
16 references·0 citing·43 second hopsampled
ESG News Sentiment and Stock Price Reactions: A Comprehensive Investigation via BERT (2024)ESG News Sentiment and Stock Price Reacti…Aggregate Confusion: The Divergence of ESG Ratings (2022)Aggregate Confusion: The Dive…Corporate green bonds (2021)Corporate green bondsGreenwashing in environmental, social and governance disclosures (2020)Greenwashing in environmental…The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review (2019)The Influence of Firm Size on…Responsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Why and How Investors Use ESG Information: Evidence from a Global Survey (2017)Why and How Investors Use ESG…Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Social Capital, Trust, and Fi…Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Do Investors Value Sustainabi…Corporate Sustainability: First Evidence on Materiality (2016)Corporate Sustainability: Fir…ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)ESG and financial performance…Greenwash vs. Brownwash: Exaggeration and Undue Modesty in Corporate Sustainability Disclosure (2014)Greenwash vs. Brownwash: Exag…Corporate goodness and shareholder wealth (2014)Corporate goodness and shareh…Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Corporate Social Responsibili…The impact of corporate social responsibility on the cost of bank loans (2010)The impact of corporate socia…Sports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Strategic management a stakeholder approach (2010)Do ESG Controversies Matter for Firm Value? Evidence from International Data (2016)Socially responsible firms (2016)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Corporate Social and Financial Performance: A Meta-Analysis (2003)Strategy and society: the link between competitive advantage and corporate social responsibility (2007)Nonfinancial Disclosure and Analyst Forecast Accuracy: International Evidence on Corporate Social Responsibility Disclosure (2012)Environmental Externalities and Cost of Capital (2014)Mandatory CSR and sustainability reporting: economic analysis and literature review (2021)A power primer. (1992)G*Power 3: A flexible statistical power analysis program for the social, behavioral, and biomedical sciences (2007)Environmental, Social and Governance (ESG) Scores and Financial Performance of Multilatinas: Moderating Effects of Geographic International Diversification and Financial Slack (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Social Capital in the Creation of Human Capital (1988)The Cross-Section of Expected Stock Returns (1992)Bowling alone (2000)Do institutional investors drive corporate social responsibility? International evidence (2018)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Social Responsibility of Business Is to Increase Its Profits (2007)Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence (2018)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Do Investors Care about Carbon Risk? (2019)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Corporate Governance and Equity Prices (2003)Individual and Corporate Social Responsibility (2009)Sustainable investing in equilibrium (2020)Sustainable investing with ESG rating uncertainty (2021)Dissecting green returns (2022)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic (2021)What do you think about climate finance? (2021)Climate Risk Disclosure and Institutional Investors (2023)Intraclass correlations: Uses in assessing rater reliability. (1979)Content Analysis: An Introduction to Its Methodology (2019)Climate Risks and Financial Stability (2020)
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References

  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2015ESG and financial performance: aggregated evidence from more than 2000 empirical studies4,715 cited
  • 2017Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis3,754 cited
  • 2022Aggregate Confusion: The Divergence of ESG Ratings3,411 cited
  • 2021Corporate green bonds2,624 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2010The impact of corporate social responsibility on the cost of bank loans2,099 cited
  • 2016Corporate Sustainability: First Evidence on Materiality1,945 cited
  • 2014Corporate goodness and shareholder wealth1,897 cited
  • 2012Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors1,742 cited
  • 2017Why and How Investors Use ESG Information: Evidence from a Global Survey1,718 cited
  • 2017Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows1,602 cited
  • 2019The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review1,548 cited
  • 2020Greenwashing in environmental, social and governance disclosures1,138 cited

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2007
Sports Sentiment and Stock Returns
1,045 cited
  • 2014Greenwash vs. Brownwash: Exaggeration and Undue Modesty in Corporate Sustainability Disclosure927 cited
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